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Moments, shocks and spillovers in Markov-switching VAR models - MaRDI portal

Moments, shocks and spillovers in Markov-switching VAR models

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Publication:6054391

DOI10.1016/j.jeconom.2023.105474MaRDI QIDQ6054391

Dick van Dijk, Erik Kole

Publication date: 28 September 2023

Published in: Journal of Econometrics (Search for Journal in Brave)






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